TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Thomas Massie win the 2028 Republican presidential nomination?

Markets in the same TF-IDF topic cluster, with a 7-day Engle-Granger cointegration screen against each peer. Pairs with t-statistic below −3.34 reject the null of no cointegration at the 5% level — meaning the two markets share a stationary spread useful for relative-value trades.

§1 · Topic basket · “nomination · 2028 · president” (51 markets)

Top terms: nomination2028presidentdemocraticpoliticswin

§2 · Engle-Granger cointegration screen (8 pairs tested)

For each peer, 7d aligned series are regressed; the residuals are tested for a unit root (ADF). Reject H₀ (no cointegration) at 5% when t < −3.34. Cointegrated pairs share a stationary spread — candidates for pairs / basket trades.

Peert-statnVerdict
Will Andy Beshear win the 2028 Democratic presidential nomination?-3.440169▲ cointegrated · pair candidate
Will Andy Beshear win the 2028 US Presidential Election?-1.703169no rejection · independent
Will Andrew Yang win the 2028 Democratic presidential nomination?0.038169no rejection · independent
Will Barack Obama win the 2028 Democratic presidential nomination?0.038169no rejection · independent
Will Bernie Sanders win the 2028 Democratic presidential nomination?0.038169no rejection · independent
Will Beto O’Rourke win the 2028 Democratic presidential nomination?0.038169no rejection · independent
Will Byron Donalds win the 2028 Republican presidential nomination?0.038169no rejection · independent
Will Chelsea Clinton win the 2028 Democratic presidential nomination?0.038169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-thomas-massie-win-the-2028-republican-presidential-nomination · fresh · feed 4s old
24h sparkline · 60 pts▼ -24.24%
realized vol (ann.)
9.36%
max drawdown
24.24%
sharpe
—
ulcer index
17.83%
RMS drawdown
pain index
13.76%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
24.24%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
2.8 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-24.24%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -24.24%
Same bundle via M2M API: /api/m2m/pm-will-thomas-massie-win-the-2028-republican-presidential-nomination/bundle · venue execution: polymarket →